Pages that link to "Item:Q1775955"
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The following pages link to Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955):
Displaying 8 items.
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
- Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
- Unit root tests using semi-parametric estimators of the long-memory parameter (Q5485072) (← links)
- Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)
